I believe I better understand the issue here now. This is important so I’m posting it for those transferring an App Store app and using Auth0. Here are the posts I found, unfortunately after I completed the app transfer. Essentially, after the transfer is initiated a script must be written to create user transfer codes for all authenticated users. This is an Apple thing.
https://developer.apple.com/forums/thread/668578
https://help.apple.com/app-store-connect/en.lproj/static.html